+212.6%
GLW vs HDB
-24.7%
+237.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.8% | +0.8% | +2.0% |
| 7D | -13.9% | +13.3% | -27.3% | -17.6% |
| 30D | -35.0% | +13.6% | -48.5% | -37.9% |
| 3M | -32.4% | +5.8% | -38.1% | -33.9% |
| 6M | -41.3% | -1.9% | -39.4% | -41.5% |
| YTD | +21.8% | -31.2% | +53.0% | +36.3% |
| 1Y | +21.8% | -29.6% | +51.4% | +35.2% |
| 3Y | +307.7% | -10.1% | +317.8% | +306.9% |
| All | +212.6% | -24.7% | +237.4% | +217.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded HDB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling